Fast Inclusion of Interval Matrix Multiplication

Fast Inclusion of Interval Matrix Multiplication
Ogita, Takeshi; Oishi, Shin’ichi
2005-01-01 00:00:00
This paper is concerned with interval matrix multiplication.New algorithms are proposed to calculate an inclusion of the product of interval matrices using rounding mode controlled computation. Thecomputational cost of the proposed algorithms is almost the same as that for calculating an inclusion of the product of point matrices.Numerical results are presented to illustrate that the new algorithms are much faster than the conventional algorithms and that the guaranteed accuracies obtained by the proposed algorithms are comparable to those of the conventional algorithms.
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Abstract

This paper is concerned with interval matrix multiplication.New algorithms are proposed to calculate an inclusion of the product of interval matrices using rounding mode controlled computation. Thecomputational cost of the proposed algorithms is almost the same as that for calculating an inclusion of the product of point matrices.Numerical results are presented to illustrate that the new algorithms are much faster than the conventional algorithms and that the guaranteed accuracies obtained by the proposed algorithms are comparable to those of the conventional algorithms.